Saints take on West Brom on Saturday looking all-but guaranteed for survival, and the Japan international centre-back admits he and the club have come a long way since the first weeks of his career at St Mary's.
Signed by former Saints boss Nigel Adkins last summer from Dutch side VVV-Venlo, the 24-year-old made his first appearance against Arsenal at the Emirates - with just one training session with his new team-mates under his belt.
He came off the bench for the injured Jos Hooiveld with the score at 1-0 to the Gunners who went on to win 6-1.
"To be honest I didn't expect to get a big chance so early," he said. "I was hoping I could get a really big chance against Arsenal but after then I have kept playing well until now.
"Playing football is the most important thing and I'm very grateful to Nigel and (new boss) Mauricio Pochettino so I will just keep going.
"We have played well, are organised defensively and when we are attacking we show good risk management with Corky [Jack Cork] and Morgan [Schneiderlin] playing very well."
Yoshida wants the team to look at those sides above them and aim to finish as high as possible rather than worry about the scrap for survival below.
"If we get one more point or three points we are almost safe but I think we should put more focus on higher targets. Don't look at what is under us but look up.
"Many players have signed new contracts like Rickie Lambert, Adam Lallana, Artur Boruc - and if we keep the same players and get new players in the summer we will have a big opportunity to get more points and have big ambitions."